E-mini NASDAQ-100 Future September 2024


Trading Metrics calculated at close of trading on 08-Jul-2024
Day Change Summary
Previous Current
05-Jul-2024 08-Jul-2024 Change Change % Previous Week
Open 20,419.25 20,591.50 172.25 0.8% 19,970.00
High 20,639.50 20,688.00 48.50 0.2% 20,639.50
Low 20,361.00 20,579.25 218.25 1.1% 19,811.75
Close 20,620.75 20,659.75 39.00 0.2% 20,620.75
Range 278.50 108.75 -169.75 -61.0% 827.75
ATR 263.60 252.54 -11.06 -4.2% 0.00
Volume 600,207 497,107 -103,100 -17.2% 2,256,154
Daily Pivots for day following 08-Jul-2024
Classic Woodie Camarilla DeMark
R4 20,968.50 20,923.00 20,719.50
R3 20,859.75 20,814.25 20,689.75
R2 20,751.00 20,751.00 20,679.75
R1 20,705.50 20,705.50 20,669.75 20,728.25
PP 20,642.25 20,642.25 20,642.25 20,653.75
S1 20,596.75 20,596.75 20,649.75 20,619.50
S2 20,533.50 20,533.50 20,639.75
S3 20,424.75 20,488.00 20,629.75
S4 20,316.00 20,379.25 20,600.00
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 22,840.50 22,558.50 21,076.00
R3 22,012.75 21,730.75 20,848.50
R2 21,185.00 21,185.00 20,772.50
R1 20,903.00 20,903.00 20,696.75 21,044.00
PP 20,357.25 20,357.25 20,357.25 20,428.00
S1 20,075.25 20,075.25 20,544.75 20,216.25
S2 19,529.50 19,529.50 20,469.00
S3 18,701.75 19,247.50 20,393.00
S4 17,874.00 18,419.75 20,165.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20,688.00 19,811.75 876.25 4.2% 245.75 1.2% 97% True False 550,652
10 20,688.00 19,726.00 962.00 4.7% 256.50 1.2% 97% True False 594,182
20 20,688.00 19,189.75 1,498.25 7.3% 253.00 1.2% 98% True False 452,472
40 20,688.00 18,328.75 2,359.25 11.4% 237.75 1.2% 99% True False 227,185
60 20,688.00 17,333.50 3,354.50 16.2% 266.50 1.3% 99% True False 151,803
80 20,688.00 17,333.50 3,354.50 16.2% 262.00 1.3% 99% True False 114,005
100 20,688.00 17,333.50 3,354.50 16.2% 260.50 1.3% 99% True False 91,221
120 20,688.00 17,093.00 3,595.00 17.4% 250.75 1.2% 99% True False 76,019
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 69.25
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 21,150.25
2.618 20,972.75
1.618 20,864.00
1.000 20,796.75
0.618 20,755.25
HIGH 20,688.00
0.618 20,646.50
0.500 20,633.50
0.382 20,620.75
LOW 20,579.25
0.618 20,512.00
1.000 20,470.50
1.618 20,403.25
2.618 20,294.50
4.250 20,117.00
Fisher Pivots for day following 08-Jul-2024
Pivot 1 day 3 day
R1 20,651.00 20,588.75
PP 20,642.25 20,517.50
S1 20,633.50 20,446.50

These figures are updated between 7pm and 10pm EST after a trading day.

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